-100.0%
SOXS vs WMB
+799.0%
-899.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -10.1% |
| 7D | -7.0% | +0.6% | -7.6% | -6.5% |
| 30D | +2.8% | +3.3% | -0.5% | +5.4% |
| 3M | -9.8% | +3.1% | -13.0% | -6.6% |
| 6M | -99.2% | -0.7% | -98.5% | -99.5% |
| YTD | -99.5% | +25.2% | -124.7% | -99.6% |
| 1Y | -99.8% | +32.9% | -132.6% | -99.8% |
| 3Y | -100.0% | +140.6% | -240.5% | -100.0% |
| 5Y | -100.0% | +273.5% | -373.4% | -100.0% |
| 10Y | -100.0% | +334.2% | -434.2% | -100.0% |
| All | -100.0% | +799.0% | -899.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling